Swan Global Investments, LLC Hedge Fund

CIK: 0001591505 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 13, 2015

Total Value ($000): $2,051,043 (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TR 19.0%

Value ($000) $390,345 Shares 2,036,974 Est. Cost $188.63 Unrealized —

XLU SELECT SECTOR SPDR TR 9.2%

Value ($000) $187,820 Shares 4,339,667 Est. Cost $10702.60 Unrealized —

XLY SELECT SECTOR SPDR TR 8.9%

Value ($000) $182,415 Shares 2,457,537 Est. Cost $20996.38 Unrealized —

XLP SELECT SECTOR SPDR TR 8.7%

Value ($000) $179,103 Shares 3,795,876 Est. Cost $12574.94 Unrealized —

XLK SELECT SECTOR SPDR TR 8.7%

Value ($000) $177,445 Shares 4,493,604 Est. Cost $10872.56 Unrealized —

XLI SELECT SECTOR SPDR TR 8.5%

Value ($000) $174,220 Shares 3,492,852 Est. Cost $15085.90 Unrealized —

XLF SELECT SECTOR SPDR TR 8.4%

Value ($000) $172,569 Shares 7,617,460 Est. Cost $6820.95 Unrealized —

XLV SELECT SECTOR SPDR TR 8.4%

Value ($000) $171,431 Shares 2,589,373 Est. Cost $20349.09 Unrealized —

XLB SELECT SECTOR SPDR TR 8.0%

Value ($000) $165,073 Shares 4,136,242 Est. Cost $12182.19 Unrealized —

XLE SELECT SECTOR SPDR TR 8.0%

Value ($000) $164,794 Shares 2,693,413 Est. Cost $18045.28 Unrealized —

SDRIX Swan Defined Risk Fund Class I 1.9%

Value ($000) $39,594 Shares 3,535,216 Est. Cost $11.95 Unrealized —

— SPDR S&P 500 ETF TR 0.4%

Value ($000) $8,602 Shares 11,557 Est. Cost — Unrealized —

— Swan Defined Risk Fund Class I 0.3%

Value ($000) $7,088 Shares 787,504 Est. Cost $10.03 Unrealized —

GLD SPDR Gold Trust 0.3%

Value ($000) $6,985 Shares 64,800 Est. Cost $113.48 Unrealized —

— Twitter Inc 0.3%

Value ($000) $6,735 Shares 250,000 Est. Cost $37.72 Unrealized —

IWM IShares ETF-Rus2000 0.2%

Value ($000) $4,914 Shares 45,000 Est. Cost $110.36 Unrealized —

EFA iShares MSCI EAFE ETF 0.2%

Value ($000) $4,775 Shares 83,300 Est. Cost $58.22 Unrealized —

VWO Vanguard Intl Equity 0.2%

Value ($000) $4,018 Shares 124,700 Est. Cost $42.93 Unrealized —

— POWERSHARES QQQ TRUST 0.0%

Value ($000) $906 Shares 8,900 Est. Cost $103.52 Unrealized —

EEM iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $639 Shares 19,500 Est. Cost $39.04 Unrealized —

TLT IShares ETF-20yr 0.0%

Value ($000) $457 Shares 3,700 Est. Cost $118.65 Unrealized —

IYR i-shares U.S. REAL ES ETF 0.0%

Value ($000) $397 Shares 5,600 Est. Cost $70.89 Unrealized —

— iShares MSCI Emerging Markets Indx ETF 0.0%

Value ($000) $325 Shares 837 Est. Cost — Unrealized —

FV DORSEY WRT 5 ETF 0.0%

Value ($000) $252 Shares 11,500 Est. Cost $21.91 Unrealized —

SDRAX Swan Defined Risk Fund Class A 0.0%

Value ($000) $141 Shares 12,596 Est. Cost $11.76 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,036,974	$390,345	19.0%	$188.63	—	TR UNIT	78462F103
XLU	SELECT SECTOR SPDR TR	4,339,667	$187,820	9.2%	$10702.60	—	SBI INT-UTILS	81369Y886
XLY	SELECT SECTOR SPDR TR	2,457,537	$182,415	8.9%	$20996.38	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	3,795,876	$179,103	8.7%	$12574.94	—	SBI CONS STPLS	81369Y308
XLK	SELECT SECTOR SPDR TR	4,493,604	$177,445	8.7%	$10872.56	—	TECHNOLOGY	81369Y803
XLI	SELECT SECTOR SPDR TR	3,492,852	$174,220	8.5%	$15085.90	—	SBI INT-INDS	81369Y704
XLF	SELECT SECTOR SPDR TR	7,617,460	$172,569	8.4%	$6820.95	—	SBI INT-FINL	81369Y605
XLV	SELECT SECTOR SPDR TR	2,589,373	$171,431	8.4%	$20349.09	—	SBI HEALTHCARE	81369Y209
XLB	SELECT SECTOR SPDR TR	4,136,242	$165,073	8.0%	$12182.19	—	SBI MATERIALS	81369Y100
XLE	SELECT SECTOR SPDR TR	2,693,413	$164,794	8.0%	$18045.28	—	SBI INT-ENERGY	81369Y506
SDRIX	Swan Defined Risk Fund Class I	3,535,216	$39,594	1.9%	$11.95	—	Mutual Fund	66538E606
—	SPDR S&P 500 ETF TR	11,557	$8,602	0.4%	—	—	Put	78462F953
—	Swan Defined Risk Fund Class I	787,504	$7,088	0.3%	$10.03	—	Mutual Fund	66538G676
GLD	SPDR Gold Trust	64,800	$6,985	0.3%	$113.48	—	ETF	78463V107
—	Twitter Inc	250,000	$6,735	0.3%	$37.72	—	Company	90184L102
IWM	IShares ETF-Rus2000	45,000	$4,914	0.2%	$110.36	—	ETF	464287655
EFA	iShares MSCI EAFE ETF	83,300	$4,775	0.2%	$58.22	—	ETF	464287465
VWO	Vanguard Intl Equity	124,700	$4,018	0.2%	$42.93	—	ETF	922042858
—	POWERSHARES QQQ TRUST	8,900	$906	0.0%	$103.52	—	ETF	73935A104
EEM	iShares MSCI Emerging Markets Indx ETF	19,500	$639	0.0%	$39.04	—	ETF	464287234
TLT	IShares ETF-20yr	3,700	$457	0.0%	$118.65	—	ETF	464287432
IYR	i-shares U.S. REAL ES ETF	5,600	$397	0.0%	$70.89	—	ETF	464287739
—	iShares MSCI Emerging Markets Indx ETF	837	$325	0.0%	—	—	Put	464287954
FV	DORSEY WRT 5 ETF	11,500	$252	0.0%	$21.91	—	ETF	33738R605
SDRAX	Swan Defined Risk Fund Class A	12,596	$141	0.0%	$11.76	—	Mutual Fund	66538E408